CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	0.7705	0.7655	-0.0050	-0.6%	0.7614
High	0.7714	0.7682	-0.0032	-0.4%	0.7720
Low	0.7637	0.7633	-0.0004	-0.1%	0.7585
Close	0.7649	0.7643	-0.0006	-0.1%	0.7643
Range	0.0077	0.0049	-0.0028	-36.4%	0.0135
ATR	0.0074	0.0073	-0.0002	-2.4%	0.0000
Volume	55,096	49,862	-5,234	-9.5%	322,372

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7800	0.7770	0.7670
R3	0.7751	0.7721	0.7656
R2	0.7702	0.7702	0.7652
R1	0.7672	0.7672	0.7647	0.7663
PP	0.7653	0.7653	0.7653	0.7648
S1	0.7623	0.7623	0.7639	0.7614
S2	0.7604	0.7604	0.7634
S3	0.7555	0.7574	0.7630
S4	0.7506	0.7525	0.7616

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.7984	0.7717
R3	0.7919	0.7849	0.7680
R2	0.7784	0.7784	0.7668
R1	0.7714	0.7714	0.7655	0.7749
PP	0.7649	0.7649	0.7649	0.7667
S1	0.7579	0.7579	0.7631	0.7614
S2	0.7514	0.7514	0.7618
S3	0.7379	0.7444	0.7606
S4	0.7244	0.7309	0.7569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7720	0.7585	0.0135	1.8%	0.0090	1.2%	43%	False	False	64,474
10	0.7720	0.7566	0.0154	2.0%	0.0077	1.0%	50%	False	False	62,428
20	0.7773	0.7566	0.0207	2.7%	0.0069	0.9%	37%	False	False	60,870
40	0.8176	0.7566	0.0610	8.0%	0.0068	0.9%	13%	False	False	64,067
60	0.8235	0.7566	0.0669	8.8%	0.0069	0.9%	12%	False	False	49,876
80	0.8375	0.7566	0.0809	10.6%	0.0069	0.9%	10%	False	False	37,489
100	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	10%	False	False	30,066
120	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	10%	False	False	25,090

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7890
2.618	0.7810
1.618	0.7761
1.000	0.7731
0.618	0.7712
HIGH	0.7682
0.618	0.7663
0.500	0.7658
0.382	0.7652
LOW	0.7633
0.618	0.7603
1.000	0.7584
1.618	0.7554
2.618	0.7505
4.250	0.7425

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	0.7658	0.7660
PP	0.7653	0.7654
S1	0.7648	0.7649

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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